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momentfit (version 0.5)

Methods of Moments

Description

Several classes for moment-based models are defined. The classes are defined for moment conditions derived from a single equation or a system of equations. The conditions can also be expressed as functions or formulas. Several methods are also offered to facilitate the development of different estimation techniques. The methods that are currently provided are the Generalized method of moments (Hansen 1982; ), for single equations and systems of equation, and the Generalized Empirical Likelihood (Smith 1997; , Kitamura 1997; , Newey and Smith 2004; , and Anatolyev 2005 ).

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Version

Install

install.packages('momentfit')

Monthly Downloads

392

Version

0.5

License

GPL (>= 2)

Maintainer

Pierre Chausse

Last Published

June 5th, 2023

Functions in momentfit (0.5)

Health data from Greene (2012) applications.

Dresiduals-methods

~~ Methods for Function Dresiduals in Package Gmm ~~

Consumption data from Greene (2012) applications.

Return to Education Data

Labour data on married women

Labour data from Greene (2012) applications,

Klein (1950) macro data.

~~ Methods for Function DWH in Package momentfit ~~

evalGel-methods

~~ Methods for Function evalGel in Package modelfit ~~

evalDMoment-methods

~~ Methods for Function evalDMoment in Package momentfit ~~

Class "confint"

ThreeSLS-methods

~~ Methods for Function ThreeSLS in Package momentfit ~~

evalGelObj-methods

~~ Methods for Function evalGelObj in Package Gmm ~~

~~ Methods for Function bread in Package sandwich ~~

~~ Methods for Function coef in Package stats ~~

~~ Methods for Function estfun in Package sandwich ~~

allNLModel-class

Class "allNLModel"

confint-methods

~~ Methods for Function confint in Package stats ~~

~~ Methods for Function gelFit in Package momentfit ~~

Class "gelfit"

evalGmmObj-methods

~~ Methods for Function evalGmmObj in Package momentfit ~~

evalGmm-methods

~~ Methods for Function evalGmm in Package modelfit ~~

functionModel-class

Class "functionModel"

formulaModel-class

Class "formulaModel"

getImpProb-methods

~~ Methods for Function getImpProb in Package momenfit ~~

evalWeights-methods

Methods for Function evalWeights in Package Gmm

evalMoment-methods

~~ Methods for Function evalMoment in Package momentfit ~~

kernapply-methods

A kernel smoothing utility for "momentModel" classes

Algorithms to solve for the Lagrange multiplier

hypothesisTest-class

Class "hypothesisTest"

Class "gmmfit"

Class "mconfint"

linearModel-class

Class "linearModel"

hypothesisTest-methods

~~ Methods for Function hypothesisTest in Package momentfit ~~

~~ Methods for Function gmmFit in Package momentfit ~~

momentWeights-class

Class "momentWeights"

getRestrict-methods

~~ Methods for Function getRestrict in Package momentfit ~~

modelResponse-methods

~~ Methods for Function modelResponse in Package momentfit ~~

momentStrength-methods

~~ Methods for Function momentStrength in Package momentfit ~~

meatGmm-methods

~~ Methods for Function meatGmm in Package momentfit ~~

Constructor for "momentModel" classes

Methods for Function momFct in Package momentfit

~~ Methods for Function merge in Package base ~~

modelDims-methods

Methods for Function modelDims

model.matrix-methods

~~ Methods for Function model.matrix in Package stats ~~

momentModel-class

Class "momentModel"

residuals-methods

~~ Methods for Function residuals in Package stats ~~

rformulaModel-class

Class "rformulaModel"

printRestrict-methods

~~ Methods for Function printRestrict in Package momentfit ~~

Methods for Function print in Package base

restModel-methods

~~ Methods for Function restModel in Package momentfit ~~

~~ Methods for Function quadra in Package momentfit ~~

rmomentModel-class

Class "rmomentModel"

rnonlinearModel-class

Class "rnonlinearModel"

Class "regModel"

GEL objective functions

rlinearModel-class

Class "rlinearModel"

rfunctionModel-class

Class "rfunctionModel"

rsnonlinearModel-class

Class "rsnonlinearModel"

nonlinearModel-class

Class "nonlinearModel"

~~ Methods for Function plot from package graphics ~~

Class "sSpec"

rsysModel-class

Class "rsysModel"

rslinearModel-class

Class "rslinearModel"

specTest-methods

~~ Methods for Function specTest in Package momentfit ~~

~~ Methods for Function show in Package methods ~~

snonlinearModel-class

Class "snonlinearModel"

sfunctionModel-class

Class "sfunctionModel"

setCoef-methods

Methods for Function setCoef in Package momentfit ~~

Class "stsls"

Class "sgmmfit"

solveGel-methods

~~ Methods for Function solveGel in Package momentfit ~~

solveGmm-methods

~~ Methods for Function solveGmm in Package momentfit ~~

summaryGmm-class

Class "summaryGmm"

summaryGel-class

Class "summaryGel"

Class "sysModel"

summarySysGmm-class

Class "summarySysGmm"

Simulated data.

slinearModel-class

Class "slinearModel"

Class "specTest"

A guide to estimating systems of equations

Constructor for "sysMomentModel" classes

~~ Methods for Function vcov in Package stats ~~

sysMomentWeights-class

Class "sysMomentWeights"

summary-methods

~~ Methods for Function summary in Package base ~~

~~ Methods for Function tsls in Package momentfit ~~

~~ Methods for Function update in Package stats ~~

vcovHAC-methods

~~ Methods for Function vcovHAC in Package sandwich ~~

Subsetting methods

Manufacturing Costs data from Bernt and Wood (1975)

Cigarette Consumption Panel Data